bbstrader 0.2.96__py3-none-any.whl → 0.2.97__py3-none-any.whl

bbstrader/__main__.py

@@ -26,6 +26,7 @@ FONT = pyfiglet.figlet_format("BBSTRADER", font="big")
 
 def main():
     print(Fore.BLUE + FONT)
+    print(Fore.WHITE + "")
     parser = argparse.ArgumentParser(
         prog="BBSTRADER",
         usage=USAGE_TEXT,

bbstrader/btengine/data.py

@@ -66,21 +66,21 @@ class DataHandler(metaclass=ABCMeta):
         """
         Returns the last bar updated.
         """
-        raise NotImplementedError("Should implement get_latest_bar()")
+        pass
 
     @abstractmethod
     def get_latest_bars(self, symbol, N=1, df=True) -> pd.DataFrame | List[pd.Series]:
         """
         Returns the last N bars updated.
         """
-        raise NotImplementedError("Should implement get_latest_bars()")
+        pass
 
     @abstractmethod
     def get_latest_bar_datetime(self, symbol) -> datetime | pd.Timestamp:
         """
         Returns a Python datetime object for the last bar.
         """
-        raise NotImplementedError("Should implement get_latest_bar_datetime()")
+        pass
 
     @abstractmethod
     def get_latest_bar_value(self, symbol, val_type) -> float:
@@ -88,7 +88,7 @@ class DataHandler(metaclass=ABCMeta):
         Returns one of the Open, High, Low, Close, Adj Close, Volume or Returns
         from the last bar.
         """
-        raise NotImplementedError("Should implement get_latest_bar_value()")
+        pass
 
     @abstractmethod
     def get_latest_bars_values(self, symbol, val_type, N=1) -> np.ndarray:
@@ -96,7 +96,7 @@ class DataHandler(metaclass=ABCMeta):
         Returns the last N bar values from the
         latest_symbol list, or N-k if less available.
         """
-        raise NotImplementedError("Should implement get_latest_bars_values()")
+        pass
 
     @abstractmethod
     def update_bars(self):
@@ -105,7 +105,7 @@ class DataHandler(metaclass=ABCMeta):
         in a tuple OHLCVI format: (datetime, Open, High, Low,
         Close, Adj Close, Volume, Retruns).
         """
-        raise NotImplementedError("Should implement update_bars()")
+        pass
 
 
 class BaseCSVDataHandler(DataHandler):

bbstrader/btengine/execution.py

@@ -46,7 +46,7 @@ class ExecutionHandler(metaclass=ABCMeta):
         Args:
             event (OrderEvent): Contains an Event object with order information.
         """
-        raise NotImplementedError("Should implement execute_order()")
+        pass
 
 
 class SimExecutionHandler(ExecutionHandler):

bbstrader/btengine/strategy.py

@@ -12,7 +12,7 @@ from loguru import logger
 from bbstrader.btengine.data import DataHandler
 from bbstrader.btengine.event import FillEvent, SignalEvent
 from bbstrader.config import BBSTRADER_DIR
-from bbstrader.core.utils import TradeSignal
+from bbstrader.metatrader.trade import TradeSignal
 from bbstrader.metatrader.account import (
     Account,
     AdmiralMarktsGroup,
@@ -55,7 +55,7 @@ class Strategy(metaclass=ABCMeta):
 
     @abstractmethod
     def calculate_signals(self, *args, **kwargs) -> List[TradeSignal]:
-        raise NotImplementedError("Should implement calculate_signals()")
+        pass
 
     def check_pending_orders(self, *args, **kwargs): ...
     def get_update_from_portfolio(self, *args, **kwargs): ...
@@ -503,108 +503,96 @@ class MT5Strategy(Strategy):
         """
         Check for pending orders and handle them accordingly.
         """
-        for symbol in self.symbols:
-            dtime = self.data.get_latest_bar_datetime(symbol)
 
-            def logmsg(order, type):
-                return self.logger.info(
-                    f"{type} ORDER EXECUTED: SYMBOL={symbol}, QUANTITY={order.quantity}, "
-                    f"PRICE @ {order.price}",
-                    custom_time=dtime,
-                )
+        def logmsg(order, type, symbol, dtime):
+            return self.logger.info(
+                f"{type} ORDER EXECUTED: SYMBOL={symbol}, QUANTITY={order.quantity}, "
+                f"PRICE @ {order.price}",
+                custom_time=dtime,
+            )
 
-            for order in self._orders[symbol]["BLMT"].copy():
-                if self.data.get_latest_bar_value(symbol, "close") <= order.price:
-                    self.buy_mkt(
-                        order.strategy_id, symbol, order.price, order.quantity, dtime
-                    )
-                    try:
-                        self._orders[symbol]["BLMT"].remove(order)
-                        assert order not in self._orders[symbol]["BLMT"]
-                        logmsg(order, "BUY LIMIT")
-                    except AssertionError:
-                        self._orders[symbol]["BLMT"] = [
-                            o for o in self._orders[symbol]["BLMT"] if o != order
-                        ]
-                        logmsg(order, "BUY LIMIT")
-            for order in self._orders[symbol]["SLMT"].copy():
-                if self.data.get_latest_bar_value(symbol, "close") >= order.price:
-                    self.sell_mkt(
-                        order.strategy_id, symbol, order.price, order.quantity, dtime
-                    )
+        def process_orders(order_type, condition, execute_fn, log_label, symbol, dtime):
+            for order in self._orders[symbol][order_type].copy():
+                if condition(order):
+                    execute_fn(order)
                     try:
-                        self._orders[symbol]["SLMT"].remove(order)
-                        assert order not in self._orders[symbol]["SLMT"]
-                        logmsg(order, "SELL LIMIT")
+                        self._orders[symbol][order_type].remove(order)
+                        assert order not in self._orders[symbol][order_type]
                     except AssertionError:
-                        self._orders[symbol]["SLMT"] = [
-                            o for o in self._orders[symbol]["SLMT"] if o != order
+                        self._orders[symbol][order_type] = [
+                            o for o in self._orders[symbol][order_type] if o != order
                         ]
-                        logmsg(order, "SELL LIMIT")
-            for order in self._orders[symbol]["BSTP"].copy():
-                if self.data.get_latest_bar_value(symbol, "close") >= order.price:
-                    self.buy_mkt(
-                        order.strategy_id, symbol, order.price, order.quantity, dtime
-                    )
-                    try:
-                        self._orders[symbol]["BSTP"].remove(order)
-                        assert order not in self._orders[symbol]["BSTP"]
-                        logmsg(order, "BUY STOP")
-                    except AssertionError:
-                        self._orders[symbol]["BSTP"] = [
-                            o for o in self._orders[symbol]["BSTP"] if o != order
-                        ]
-                        logmsg(order, "BUY STOP")
-            for order in self._orders[symbol]["SSTP"].copy():
-                if self.data.get_latest_bar_value(symbol, "close") <= order.price:
-                    self.sell_mkt(
-                        order.strategy_id, symbol, order.price, order.quantity, dtime
-                    )
-                    try:
-                        self._orders[symbol]["SSTP"].remove(order)
-                        assert order not in self._orders[symbol]["SSTP"]
-                        logmsg(order, "SELL STOP")
-                    except AssertionError:
-                        self._orders[symbol]["SSTP"] = [
-                            o for o in self._orders[symbol]["SSTP"] if o != order
-                        ]
-                        logmsg(order, "SELL STOP")
-            for order in self._orders[symbol]["BSTPLMT"].copy():
-                if self.data.get_latest_bar_value(symbol, "close") >= order.price:
-                    self.buy_limit(
-                        order.strategy_id,
-                        symbol,
-                        order.stoplimit,
-                        order.quantity,
-                        dtime,
-                    )
-                    try:
-                        self._orders[symbol]["BSTPLMT"].remove(order)
-                        assert order not in self._orders[symbol]["BSTPLMT"]
-                        logmsg(order, "BUY STOP LIMIT")
-                    except AssertionError:
-                        self._orders[symbol]["BSTPLMT"] = [
-                            o for o in self._orders[symbol]["BSTPLMT"] if o != order
-                        ]
-                        logmsg(order, "BUY STOP LIMIT")
-            for order in self._orders[symbol]["SSTPLMT"].copy():
-                if self.data.get_latest_bar_value(symbol, "close") <= order.price:
-                    self.sell_limit(
-                        order.strategy_id,
-                        symbol,
-                        order.stoplimit,
-                        order.quantity,
-                        dtime,
-                    )
-                    try:
-                        self._orders[symbol]["SSTPLMT"].remove(order)
-                        assert order not in self._orders[symbol]["SSTPLMT"]
-                        logmsg(order, "SELL STOP LIMIT")
-                    except AssertionError:
-                        self._orders[symbol]["SSTPLMT"] = [
-                            o for o in self._orders[symbol]["SSTPLMT"] if o != order
-                        ]
-                        logmsg(order, "SELL STOP LIMIT")
+                    logmsg(order, log_label, symbol, dtime)
+
+            for symbol in self.symbols:
+                dtime = self.data.get_latest_bar_datetime(symbol)
+                latest_close = self.data.get_latest_bar_value(symbol, "close")
+
+                process_orders(
+                    "BLMT",
+                    lambda o: latest_close <= o.price,
+                    lambda o: self.buy_mkt(
+                        o.strategy_id, symbol, o.price, o.quantity, dtime
+                    ),
+                    "BUY LIMIT",
+                    symbol,
+                    dtime,
+                )
+
+                process_orders(
+                    "SLMT",
+                    lambda o: latest_close >= o.price,
+                    lambda o: self.sell_mkt(
+                        o.strategy_id, symbol, o.price, o.quantity, dtime
+                    ),
+                    "SELL LIMIT",
+                    symbol,
+                    dtime,
+                )
+
+                process_orders(
+                    "BSTP",
+                    lambda o: latest_close >= o.price,
+                    lambda o: self.buy_mkt(
+                        o.strategy_id, symbol, o.price, o.quantity, dtime
+                    ),
+                    "BUY STOP",
+                    symbol,
+                    dtime,
+                )
+
+                process_orders(
+                    "SSTP",
+                    lambda o: latest_close <= o.price,
+                    lambda o: self.sell_mkt(
+                        o.strategy_id, symbol, o.price, o.quantity, dtime
+                    ),
+                    "SELL STOP",
+                    symbol,
+                    dtime,
+                )
+
+                process_orders(
+                    "BSTPLMT",
+                    lambda o: latest_close >= o.price,
+                    lambda o: self.buy_limit(
+                        o.strategy_id, symbol, o.stoplimit, o.quantity, dtime
+                    ),
+                    "BUY STOP LIMIT",
+                    symbol,
+                    dtime,
+                )
+
+                process_orders(
+                    "SSTPLMT",
+                    lambda o: latest_close <= o.price,
+                    lambda o: self.sell_limit(
+                        o.strategy_id, symbol, o.stoplimit, o.quantity, dtime
+                    ),
+                    "SELL STOP LIMIT",
+                    symbol,
+                    dtime,
+                )
 
     @staticmethod
     def calculate_pct_change(current_price, lh_price):

bbstrader/core/utils.py

@@ -2,8 +2,6 @@ import configparser
 import importlib
 import importlib.util
 import os
-from dataclasses import dataclass
-from enum import Enum
 from typing import Any, Dict, List
 
 __all__ = ["load_module", "load_class"]
@@ -90,59 +88,3 @@ def dict_from_ini(file_path, sections: str | List[str] = None) -> Dict[str, Any]
             except KeyError:
                 raise KeyError(f"{section} not found in the {file_path} file")
     return ini_dict
-
-
-class TradeAction(Enum):
-    """
-    An enumeration class for trade actions.
-    """
-
-    BUY = "LONG"
-    LONG = "LONG"
-    SELL = "SHORT"
-    EXIT = "EXIT"
-    BMKT = "BMKT"
-    SMKT = "SMKT"
-    BLMT = "BLMT"
-    SLMT = "SLMT"
-    BSTP = "BSTP"
-    SSTP = "SSTP"
-    SHORT = "SHORT"
-    BSTPLMT = "BSTPLMT"
-    SSTPLMT = "SSTPLMT"
-    EXIT_LONG = "EXIT_LONG"
-    EXIT_SHORT = "EXIT_SHORT"
-    EXIT_STOP = "EXIT_STOP"
-    EXIT_LIMIT = "EXIT_LIMIT"
-    EXIT_LONG_STOP = "EXIT_LONG_STOP"
-    EXIT_LONG_LIMIT = "EXIT_LONG_LIMIT"
-    EXIT_SHORT_STOP = "EXIT_SHORT_STOP"
-    EXIT_SHORT_LIMIT = "EXIT_SHORT_LIMIT"
-    EXIT_LONG_STOP_LIMIT = "EXIT_LONG_STOP_LIMIT"
-    EXIT_SHORT_STOP_LIMIT = "EXIT_SHORT_STOP_LIMIT"
-    EXIT_PROFITABLES = "EXIT_PROFITABLES"
-    EXIT_LOSINGS = "EXIT_LOSINGS"
-    EXIT_ALL_POSITIONS = "EXIT_ALL_POSITIONS"
-    EXIT_ALL_ORDERS = "EXIT_ALL_ORDERS"
-
-    def __str__(self):
-        return self.value
-
-
-@dataclass()
-class TradeSignal:
-    """
-    A dataclass for storing trading signal.
-    """
-
-    id: int
-    symbol: str
-    action: TradeAction
-    price: float = None
-    stoplimit: float = None
-
-    def __repr__(self):
-        return (
-            f"TradeSignal(id={self.id}, symbol='{self.symbol}', "
-            f"action='{self.action.value}', price={self.price}, stoplimit={self.stoplimit})"
-        )

bbstrader/metatrader/copier.py

@@ -607,6 +607,7 @@ class TradeCopier(object):
                         continue
                     self.copy_orders(destination)
                     self.copy_positions(destination)
+                    time.sleep(0.1)
             except Exception as e:
                 self.log_error(e)
             except KeyboardInterrupt:

bbstrader/metatrader/trade.py

@@ -1,19 +1,22 @@
 import os
 import time
-from datetime import datetime
+from dataclasses import dataclass
+from datetime import datetime, timedelta
+from enum import Enum
 from logging import Logger
 from pathlib import Path
 from typing import Any, Callable, Dict, List, Literal, Optional, Tuple
 
 import pandas as pd
+import quantstats as qs
 from loguru import logger as log
 from tabulate import tabulate
 
-from bbstrader.btengine.performance import create_sharpe_ratio
 from bbstrader.config import BBSTRADER_DIR, config_logger
 from bbstrader.metatrader.account import INIT_MSG, check_mt5_connection
 from bbstrader.metatrader.risk import RiskManagement
 from bbstrader.metatrader.utils import (
+    TradeDeal,
     TradePosition,
     raise_mt5_error,
     trade_retcode_message,
@@ -47,6 +50,93 @@ global LOGGER
 LOGGER = log
 
 
+class TradeAction(Enum):
+    """
+    An enumeration class for trade actions.
+    """
+
+    BUY = "LONG"
+    SELL = "SHORT"
+    LONG = "LONG"
+    SHORT = "SHORT"
+    BMKT = "BMKT"
+    SMKT = "SMKT"
+    BLMT = "BLMT"
+    SLMT = "SLMT"
+    BSTP = "BSTP"
+    SSTP = "SSTP"
+    BSTPLMT = "BSTPLMT"
+    SSTPLMT = "SSTPLMT"
+    EXIT = "EXIT"
+    EXIT_LONG = "EXIT_LONG"
+    EXIT_SHORT = "EXIT_SHORT"
+    EXIT_STOP = "EXIT_STOP"
+    EXIT_LIMIT = "EXIT_LIMIT"
+    EXIT_LONG_STOP = "EXIT_LONG_STOP"
+    EXIT_LONG_LIMIT = "EXIT_LONG_LIMIT"
+    EXIT_SHORT_STOP = "EXIT_SHORT_STOP"
+    EXIT_SHORT_LIMIT = "EXIT_SHORT_LIMIT"
+    EXIT_LONG_STOP_LIMIT = "EXIT_LONG_STOP_LIMIT"
+    EXIT_SHORT_STOP_LIMIT = "EXIT_SHORT_STOP_LIMIT"
+    EXIT_PROFITABLES = "EXIT_PROFITABLES"
+    EXIT_LOSINGS = "EXIT_LOSINGS"
+    EXIT_ALL_POSITIONS = "EXIT_ALL_POSITIONS"
+    EXIT_ALL_ORDERS = "EXIT_ALL_ORDERS"
+
+    def __str__(self):
+        return self.value
+
+
+@dataclass()
+class TradeSignal:
+    """
+    Represents a trading signal generated by a trading system or strategy.
+
+    Attributes:
+        id (int):
+            A unique identifier for the trade signal or the strategy.
+
+        symbol (str):
+            The trading symbol (e.g., stock ticker, forex pair, crypto asset)
+            related to the signal.
+
+        action (TradeAction):
+            The trading action to perform.
+            Must be an instance of the `TradeAction` enum (e.g., BUY, SELL).
+
+        price (float, optional):
+            The price at which the trade should be executed.
+
+        stoplimit (float, optional):
+            A stop-limit price for the trade.
+            Must not be set without specifying a price.
+
+        comment (str, optional):
+            An optional comment or description related to the trade signal.
+    """
+
+    id: int
+    symbol: str
+    action: TradeAction
+    price: float = None
+    stoplimit: float = None
+    comment: str = None
+
+    def __post_init__(self):
+        if not isinstance(self.action, TradeAction):
+            raise TypeError(
+                f"action must be of type TradeAction, not {type(self.action)}"
+            )
+        if self.stoplimit is not None and self.price is None:
+            raise ValueError("stoplimit cannot be set without price")
+
+    def __repr__(self):
+        return (
+            f"TradeSignal(id={self.id}, symbol='{self.symbol}', action='{self.action.value}', "
+            f"price={self.price}, stoplimit={self.stoplimit}), comment='{self.comment}'"
+        )
+
+
 class Trade(RiskManagement):
     """
     Extends the `RiskManagement` class to include specific trading operations,
@@ -437,7 +527,8 @@ class Trade(RiskManagement):
             action (str): `BMKT` for Market orders or `BLMT`,
                 `BSTP`,`BSTPLMT` for pending orders
             price (float): The price at which to open an order
-            stoplimit (float): A price a pending Limit order is set at when the price reaches the 'price' value (this condition is mandatory).
+            stoplimit (float): A price a pending Limit order is set at when the price reaches
+                the 'price' value (this condition is mandatory).
                 The pending order is not passed to the trading system until that moment
             id (int): The strategy id or expert Id
             mm (bool): Weither to put stop loss and tp or not
@@ -527,7 +618,8 @@ class Trade(RiskManagement):
             action (str): `SMKT` for Market orders
                 or ``SLMT``, ``SSTP``,``SSTPLMT`` for pending orders
             price (float): The price at which to open an order
-            stoplimit (float): A price a pending Limit order is set at when the price reaches the 'price' value (this condition is mandatory).
+            stoplimit (float): A price a pending Limit order is set at when the price reaches
+                the 'price' value (this condition is mandatory).
                 The pending order is not passed to the trading system until that moment
             id (int): The strategy id or expert Id
             mm (bool): Weither to put stop loss and tp or not
@@ -594,6 +686,8 @@ class Trade(RiskManagement):
         Args:
             comment (str): The comment for the closing position
         """
+        if self.copy_mode:
+            return True
         if self.days_end():
             return False
         elif not self.trading_time():
@@ -603,6 +697,9 @@ class Trade(RiskManagement):
             LOGGER.error(f"Account Risk not allowed, SYMBOL={self.symbol}")
             self._check(comment)
             return False
+        elif self.is_max_trades_reached():
+            LOGGER.error(f"Maximum trades reached for Today, SYMBOL={self.symbol}")
+            return False
         elif self.profit_target():
             self._check(f"Profit target Reached !!! SYMBOL={self.symbol}")
         return True
@@ -1582,6 +1679,50 @@ class Trade(RiskManagement):
             comment=comment,
         )
 
+    def get_today_deals(self, group=None) -> List[TradeDeal]:
+        """
+        Get all today deals for a specific symbol or group of symbols
+
+        Args:
+            group (str): Symbol or group or symbol
+        Returns:
+            List[TradeDeal]: List of today deals
+        """
+        date_from = datetime.now() - timedelta(days=2)
+        history = self.get_trades_history(date_from=date_from, group=group, to_df=False)
+        positions_ids = set(
+            [
+                deal.position_id
+                for deal in history
+                if history is not None and deal.magic == self.expert_id
+            ]
+        )
+        today_deals = []
+        for position in positions_ids:
+            deal = self.get_trades_history(
+                date_from=date_from, position=position, to_df=False
+            )
+            if deal is not None and len(deal) == 2:
+                deal_time = datetime.fromtimestamp(deal[1].time)
+                if deal_time.date() == datetime.now().date():
+                    today_deals.append(deal[1])
+        return today_deals
+
+    def is_max_trades_reached(self) -> bool:
+        """
+        Check if the maximum number of trades for the day has been reached.
+
+        :return: bool
+        """
+        negative_deals = 0
+        today_deals = self.get_today_deals(group=self.symbol)
+        for deal in today_deals:
+            if deal.profit < 0:
+                negative_deals += 1
+        if negative_deals >= self.max_trades:
+            return True
+        return False
+
     def get_stats(self) -> Tuple[Dict[str, Any]]:
         """
         get some stats about the trading day and trading history
@@ -1594,11 +1735,14 @@ class Trade(RiskManagement):
         loss_trades = 0
         win_trades = 0
         balance = self.get_account_info().balance
-        deals = len(self.opened_positions)
+        today_deals = self.get_today_deals(group=self.symbol)
+        deals = len(today_deals)
         if deals != 0:
-            for position in self.opened_positions:
+            for position in today_deals:
                 time.sleep(0.1)
-                history = self.get_trades_history(position=position, to_df=False)
+                history = self.get_trades_history(
+                    position=position.position_id, to_df=False
+                )
                 if history is not None and len(history) == 2:
                     result = history[1].profit
                     comm = history[0].commission
@@ -1641,13 +1785,12 @@ class Trade(RiskManagement):
             _fees = df2["fee"].sum()
             _swap = df2["swap"].sum()
             total_profit = commisions + _fees + _swap + profit
-            account_info = self.get_account_info()
-            balance = account_info.balance
+            balance = self.get_account_info().balance
             initial_balance = balance - total_profit
             profittable = "Yes" if balance > initial_balance else "No"
             stats2 = {"total_profit": total_profit, "profitability": profittable}
         else:
-            stats2 = {"total_profit": 0, "profitability": 0}
+            stats2 = {"total_profit": 0, "profitability": "No"}
         return (stats1, stats2)
 
     def sharpe(self):
@@ -1658,6 +1801,9 @@ class Trade(RiskManagement):
         those compared to a benchmark.
         """
         # Get total history
+        import warnings
+
+        warnings.filterwarnings("ignore")
         df2 = self.get_trades_history()
         if df2 is None:
             return 0.0
@@ -1665,7 +1811,7 @@ class Trade(RiskManagement):
         profit = df[["profit", "commission", "fee", "swap"]].sum(axis=1)
         returns = profit.pct_change(fill_method=None)
         periods = self.max_trade() * 252
-        sharpe = create_sharpe_ratio(returns, periods=periods)
+        sharpe = qs.stats.sharpe(returns, periods=periods)
 
         return round(sharpe, 3)
 

bbstrader/models/risk.py

@@ -68,7 +68,7 @@ class RiskModel(metaclass=ABCMeta):
             such as historical returns or volatility, used to
             assess market conditions.
         """
-        raise NotImplementedError("Should implement which_trade_allowed()")
+        pass
 
     @abstractmethod
     def which_quantity_allowed(self):
@@ -76,7 +76,7 @@ class RiskModel(metaclass=ABCMeta):
         Defines the strategy for asset allocation within
         the portfolio to optimize risk-reward ratio.
         """
-        raise NotImplementedError("Should implement which_quantity_allowed()")
+        pass
 
 
 class HMMRiskManager(RiskModel):

bbstrader/trading/execution.py

@@ -8,9 +8,8 @@ from loguru import logger as log
 
 from bbstrader.btengine.strategy import MT5Strategy, Strategy
 from bbstrader.config import BBSTRADER_DIR
-from bbstrader.core.utils import TradeAction
 from bbstrader.metatrader.account import Account, check_mt5_connection
-from bbstrader.metatrader.trade import Trade
+from bbstrader.metatrader.trade import Trade, TradeAction
 from bbstrader.trading.utils import send_message
 
 try:
@@ -114,6 +113,7 @@ def _mt5_execution(
     comment,
     **kwargs,
 ):
+    global logger
     logger = kwargs.get("logger", log)
 
     def _print_exc(dm, msg):
@@ -168,6 +168,7 @@ def _mt5_execution(
                 if symbol not in weights:
                     continue
                 trade = trades_instances[symbol]
+                assert daily_risk is not None
                 dailydd = round(weights[symbol] * daily_risk, 5)
                 trade.dailydd = dailydd
 
@@ -212,7 +213,9 @@ def _mt5_execution(
         f"Running {STRATEGY} Strategy in {time_frame} Interval ..., ACCOUNT={ACCOUNT}"
     )
 
-    def run_trade_algorithm(signal, symbol, id, trade: Trade, price, stoplimit):
+    def run_trade_algorithm(
+        signal, symbol, id, trade: Trade, price, stoplimit, comment
+    ):
         signal = "BMKT" if signal == "LONG" or signal == "BUY" else signal
         signal = "SMKT" if signal == "SHORT" or signal == "SELL" else signal
         info = f"SIGNAL = {signal}, SYMBOL={symbol}, STRATEGY={STRATEGY}, TIMEFRAME={time_frame} , ACCOUNT={ACCOUNT}"
@@ -242,9 +245,13 @@ def _mt5_execution(
                         if notify:
                             _send_notification(sigmsg, symbol)
                         if position_type in POSITIONS_TYPES:
-                            trade.close_positions(position_type=order_type, id=id)
+                            trade.close_positions(
+                                position_type=order_type, id=id, comment=comment
+                            )
                         else:
-                            trade.close_orders(order_type=order_type, id=id)
+                            trade.close_orders(
+                                order_type=order_type, id=id, comment=comment
+                            )
         elif signal in BUYS and not long_market[symbol]:
             if use_trade_time:
                 if time_intervals % trade_time == 0 or buys[symbol] is None:
@@ -412,6 +419,7 @@ def _mt5_execution(
                                 trade,
                                 signal.price,
                                 signal.stoplimit,
+                                signal.comment or comment,
                             )
                     else:
                         if len(symbols) >= 10:
@@ -822,7 +830,7 @@ def mt5_engine(account_id: str, **kwargs):
 
 def RunMt5Engines(accounts: Dict[str, Dict], start_delay: float = 1.0):
     """Runs multiple MT5 execution engines in parallel using multiprocessing.
-    
+
     Args:
         accounts: Dictionary of accounts to run the execution engines on.
             Keys are the account names or IDs and values are the parameters for the execution engine.

bbstrader/trading/strategies.py

@@ -1,5 +1,11 @@
 """
 Strategies module for trading strategies backtesting and execution.
+
+DISCLAIMER: 
+This module is for educational purposes only and should not be
+considered as financial advice. Always consult with a qualified financial advisor before making any investment decisions. 
+The authors and contributors of this module are not responsible for any financial losses or damages incurred as a result of using 
+this module or the information contained herein.
 """
 
 from datetime import datetime

{bbstrader-0.2.96.dist-info → bbstrader-0.2.97.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: bbstrader
-Version: 0.2.96
+Version: 0.2.97
 Summary: Simplified Investment & Trading Toolkit
 Home-page: https://github.com/bbalouki/bbstrader
 Download-URL: https://pypi.org/project/bbstrader/
@@ -63,6 +63,7 @@ Requires-Dist: tweepy
 Requires-Dist: beautifulsoup4
 Requires-Dist: dash
 Requires-Dist: nltk
+Requires-Dist: spacy
 Requires-Dist: textblob
 Requires-Dist: vaderSentiment
 Provides-Extra: mt5

{bbstrader-0.2.96.dist-info → bbstrader-0.2.97.dist-info}/RECORD

@@ -1,29 +1,29 @@
 bbstrader/__ini__.py,sha256=v6zyJHj5FMRL-_P7AwnTGbCF-riMqhqlTvDgfulj7go,621
-bbstrader/__main__.py,sha256=9KDkv2eXb01wuGW5AB-K6bAecSTXG4eCAErmWxTUx1E,1498
+bbstrader/__main__.py,sha256=EtfD-TrAphboYxwfe7-WeD-1d4bJceeBputFrV-W-qQ,1525
 bbstrader/compat.py,sha256=djbHMvTvy0HYm1zyZ6Ttp_LMwP2PqTSVw1r7pqbz7So,487
 bbstrader/config.py,sha256=c2nCUw-bYWf5kkyFls5Nqld8HdMczexSilTni7rYUBw,3973
 bbstrader/tseries.py,sha256=H4D_A966HdN8YjBfuCcF8QBQdhjOrTcidR98wP2KN_I,68339
 bbstrader/btengine/__init__.py,sha256=y1btjaEfhWsH8vuE7mBRpP9Tu-Azt9REhuVYsPCAfBU,2955
 bbstrader/btengine/backtest.py,sha256=ZzGhoN-_g0cF-OCyk173imze2OXEhykHTUiJ9MowDO8,14582
-bbstrader/btengine/data.py,sha256=UpHW27o7cb9ibQJ6JYovfG_zyxA9SCwR0-Zv7zUQxSM,27296
+bbstrader/btengine/data.py,sha256=Tuc6M8itbGpPjsfRpZBB8v0FJpPt7-hUkP6I5meP0Sg,26927
 bbstrader/btengine/event.py,sha256=38mhZH9d53C4x7bZER2B0O6M18txzS4u7zveKyxeP5Y,8603
-bbstrader/btengine/execution.py,sha256=Ij5dLc9mGgtWp2dKAH5oURplA3RS_ZtwTwSrp9IYfpk,10644
+bbstrader/btengine/execution.py,sha256=mXY0tyFv6G1XF48R5Kx2-pDnwu1mUyOc0ZeeysQG62A,10587
 bbstrader/btengine/performance.py,sha256=1ecWrTzHBQbk4ORvbTEKxwCzlL1brcXOEUwgbnjAwx4,12470
 bbstrader/btengine/portfolio.py,sha256=mh2_zNJDmKzb0lo55PXhbXYxXMmXRA4YLkgzwxRMuZE,16110
 bbstrader/btengine/scripts.py,sha256=8o66dq4Ex4DsH4s8xvJqUOFjLzZJSnbBvvNBzohtzoE,4837
-bbstrader/btengine/strategy.py,sha256=c-wvotJdhHu5FWAlPkv33LfjoW-7ID2G0Di_hc7CYMM,33217
+bbstrader/btengine/strategy.py,sha256=PFIb9gUWahaXpzCFL-RchpBumlEJsz5Elbz_A2qZ8Jc,31285
 bbstrader/core/__init__.py,sha256=GIFzFSStPfE0XM2j7mDeZZQeMTh_AwPsDOQXwMVJLgw,97
 bbstrader/core/data.py,sha256=VPuynoT0uFYduh7la8gZSnEv_Gq8Xu2vJZJ7TfQMll8,18797
-bbstrader/core/utils.py,sha256=lmL-hpaVHxuhX-V5wgBslnA4Ob89iY1omoSvL3FFOro,4120
+bbstrader/core/utils.py,sha256=WjuabzBjhY65ku2KL-f7CMalE2x-wrX-6mCA_qhhFPE,2728
 bbstrader/ibkr/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bbstrader/ibkr/utils.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bbstrader/metatrader/__init__.py,sha256=A5Ye9tpc2sp9Xk5qjKw-EfYsoRcZtAt8nqvC3tCtZs8,333
 bbstrader/metatrader/account.py,sha256=qAFqCPmoUjiqjY5M9sjbSvh-STjQUGdFCHOEcB7uoDI,56493
-bbstrader/metatrader/copier.py,sha256=AOuoNWafNiQiZ4IIjWBG5b7UhdyYMXK6-myEPDl1O9g,31761
+bbstrader/metatrader/copier.py,sha256=-cFroX4M1q9rlupU4xLP0N6lR8ZbP_izUOQ2sBe_lFc,31797
 bbstrader/metatrader/rates.py,sha256=0bKyjGnafZ19DwC0-IxXUBJzOdAo-cNmhabwhKLxcos,20585
 bbstrader/metatrader/risk.py,sha256=pwG4q1_uPGgPlokDGVNtd04O6p28yIbgT-evvHuo-Qc,27029
 bbstrader/metatrader/scripts.py,sha256=Yjp7Un-wDTInptHS_rPFpXNKWbVM871VEkaHxsO2MPQ,2115
-bbstrader/metatrader/trade.py,sha256=6FbFywRPu0_TlB31lTMb3VjACw1GPQsi7RjQNtJnh6w,76780
+bbstrader/metatrader/trade.py,sha256=Q1cArcpMnovRTED0kwMybcpwPB28rQKXLcJV4jldF0w,81202
 bbstrader/metatrader/utils.py,sha256=lYIvAeiL_ceACmkVNo4-QRopias08KyBUI7THfdj3c0,17103
 bbstrader/models/__init__.py,sha256=s2mJrtKePXQaw_PvcrtPCD2mPCdVXP4Myzg0MlLVipo,547
 bbstrader/models/factors.py,sha256=5kSAOS1MHvTZ-Ti03TtjOxl_EvC-V_9e389xeR_82ak,13020
@@ -31,15 +31,15 @@ bbstrader/models/ml.py,sha256=tCr7YyODl0CDoOUpYqJ1q12ls86Sc-_Fu3b2Y0Z7TJ8,47551
 bbstrader/models/nlp.py,sha256=P7SYaTIqEBldjwYfS6IrO66Y6-ioDXUrCSf3bZxQrDE,28073
 bbstrader/models/optimization.py,sha256=vnks6uxFZdqXgxaZJNxq8z0IH45KZ8yaXo38JhIVKGc,6399
 bbstrader/models/portfolio.py,sha256=r-47Zrn2r7iKCHm5YVtwkbBJXAZGM3QYy-rXCWY9-Bg,8079
-bbstrader/models/risk.py,sha256=Efr7dKcr37n75TXv5rcgSYNDPu2Plzcn65AOOIh9x_8,15007
+bbstrader/models/risk.py,sha256=JQOXPshMOru6Eb0AMU6oKCNzg6mlGfL6_tN90lWcVBE,14878
 bbstrader/trading/__init__.py,sha256=ycLyuuxN5SujqtzR9X0Q74UQfK93q2va-GGAXdr-KS8,457
-bbstrader/trading/execution.py,sha256=cZ--FDEUaFVyLXG3Iym39nwW42xAs5XZIh8BbhdLwhE,34760
+bbstrader/trading/execution.py,sha256=4-XyRll1x8gfF68cTZXjtRF79csDx_oKNI0F71cv1Bw,35028
 bbstrader/trading/scripts.py,sha256=wR5TUrHn-Cd2kzfURXn14VTCEZ-QA8ydwYHayMPK0oI,5720
-bbstrader/trading/strategies.py,sha256=yibrXPa8yw8KCNkJEmNaygjfleCNgA_T58vizGS584I,36159
+bbstrader/trading/strategies.py,sha256=D_M91UwRiFwZKvKFKmz427TPd-dNyWWbhehaP8RI17c,36539
 bbstrader/trading/utils.py,sha256=57dKF9dcRu04oU2VRqydRrzW39dCW2wlDWhVt-sZdRw,1857
-bbstrader-0.2.96.dist-info/licenses/LICENSE,sha256=ZwC_RqqGmOPBUiMDKqLyJZ5HBeHq53LpL7TMRzrJY8c,1094
-bbstrader-0.2.96.dist-info/METADATA,sha256=4R54TJMj-pORXTs5xbcH4BvmAkwnacbqatjhJExwZzc,11569
-bbstrader-0.2.96.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
-bbstrader-0.2.96.dist-info/entry_points.txt,sha256=0yDCbhbgHswOzJnY5wRSM_FjjyMHGvY7lJpSSVh0xtI,54
-bbstrader-0.2.96.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
-bbstrader-0.2.96.dist-info/RECORD,,
+bbstrader-0.2.97.dist-info/licenses/LICENSE,sha256=ZwC_RqqGmOPBUiMDKqLyJZ5HBeHq53LpL7TMRzrJY8c,1094
+bbstrader-0.2.97.dist-info/METADATA,sha256=mBnvqbUXVjE-dl5A5tkdYRuGd_fh2oKU55K-Ryfm9po,11590
+bbstrader-0.2.97.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
+bbstrader-0.2.97.dist-info/entry_points.txt,sha256=0yDCbhbgHswOzJnY5wRSM_FjjyMHGvY7lJpSSVh0xtI,54
+bbstrader-0.2.97.dist-info/top_level.txt,sha256=Wwj322jZmxGZ6gD_TdaPiPLjED5ReObm5omerwlmZIg,10
+bbstrader-0.2.97.dist-info/RECORD,,